There are guides on the web that do tell you how to be able to use X as root, but don't -- you already got the message, so please read it
If your problem is installing software, then you don't need X for it -- or even if you do, you don't need to be logged in
as root. You can either use sudo
to run the software installation program (whatever that is then) with root privileges while logged in as a regular user, or you can use command line to install software.
If you're having problems installing software, read the various threads about how you use dpkg, rpm, apt-get, yum, tar, compilers, make utility etc.
: for those who want everything graphical, there are even graphical sudo programs, like gksudo for Gnome or kdesu for KDE. Run whatever you need to run with these, and you're prompted for a password after which (if you type it correctly) the program you started is run with root privileges.